+1,794.9%
EWY vs BG
+1,181.2%
+613.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +6.7% | +0.5% | +6.1% | +6.4% |
| 30D | +17.0% | +10.3% | +6.6% | +13.0% |
| 3M | +3.7% | -1.9% | +5.6% | +3.4% |
| 6M | +42.5% | +5.2% | +37.2% | +38.5% |
| YTD | +96.2% | +41.2% | +55.1% | +73.1% |
| 1Y | +160.4% | +50.5% | +109.8% | +123.5% |
| 3Y | +231.7% | +19.9% | +211.8% | +200.7% |
| 5Y | +153.3% | +86.7% | +66.6% | +90.2% |
| 10Y | +308.8% | +167.5% | +141.4% | +150.3% |
| All | +1,794.9% | +1,181.2% | +613.7% | +790.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling